Efficient anticorrelated variance reduction for stochastic simulation of biochemical reactions

Efficient anticorrelated variance reduction for stochastic simulation of biochemical reactions

For access to this article, please select a purchase option:

Buy eFirst article PDF
(plus tax if applicable)
Buy Knowledge Pack
10 articles for £75.00
(plus taxes if applicable)

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Your details
Why are you recommending this title?
Select reason:
IET Systems Biology — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

We investigate the computational challenge of improving the accuracy of the stochastic simulation estimation by inducing negative correlation through the anticorrelated variance reduction technique. A direct application of the technique to the stochastic simulation algorithm (SSA), employing the inverse transformation, is not efficient for simulating large networks because its computational cost is similar to the sum of independent simulation runs. We propose in this study a new algorithm that employs the propensity bounds of reactions, introduced recently in their rejection-based SSA, to correlate and synchronise the trajectories during the simulation. The selection of reaction firings by our approach is exact due to the rejection-based mechanism. In addition, by applying the anticorrelated variance technique to select reaction firings, our approach can induce substantial correlation between realisations, hence reducing the variance of the estimator. The computational advantage of our rejection-based approach in comparison with the traditional inverse transformation is that it only needs to maintain a single data structure storing propensity bounds of reactions, which is updated infrequently, hence achieving better performance.

Related content

This is a required field
Please enter a valid email address